UC WAR. PUT 12/24 GXI/ DE000HC7L283 /
2024-09-02 3:45:19 PM | Chg.-0.0600 | Bid4:18:08 PM | Ask4:18:08 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5800EUR | -9.38% | 0.5400 Bid Size: 80,000 |
0.7200 Ask Size: 80,000 |
GERRESHEIMER AG | 100.00 - | 2024-12-18 | Put |
Master data
WKN: | HC7L28 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | GERRESHEIMER AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 100.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-22 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -9.32 |
Leverage: | Yes |
Calculated values
Fair value: | 0.66 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.61 |
Historic volatility: | 0.40 |
Parity: | -0.35 |
Time value: | 1.11 |
Break-even: | 88.90 |
Moneyness: | 0.97 |
Premium: | 0.14 |
Premium p.a.: | 0.57 |
Spread abs.: | 0.91 |
Spread %: | 455.00% |
Delta: | -0.38 |
Theta: | -0.06 |
Omega: | -3.56 |
Rho: | -0.15 |
Quote data
Open: | 0.3500 |
---|---|
High: | 0.5800 |
Low: | 0.3500 |
Previous Close: | 0.6400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -40.21% | ||
---|---|---|---|
1 Month | -38.30% | ||
3 Months | -41.41% | ||
YTD | -64.85% | ||
1 Year | -35.56% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9900 | 0.6400 |
---|---|---|
1M High / 1M Low: | 1.3200 | 0.6400 |
6M High / 6M Low: | 1.4000 | 0.6400 |
High (YTD): | 2024-01-17 | 2.0000 |
Low (YTD): | 2024-08-30 | 0.6400 |
52W High: | 2023-11-16 | 2.1900 |
52W Low: | 2024-08-30 | 0.6400 |
Avg. price 1W: | 0.8680 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9267 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.0625 | |
Avg. volume 6M: | 46.9764 | |
Avg. price 1Y: | 1.3295 | |
Avg. volume 1Y: | 82.8425 | |
Volatility 1M: | 215.27% | |
Volatility 6M: | 134.79% | |
Volatility 1Y: | 124.55% | |
Volatility 3Y: | - |